IYK vs. FAI
IYK (iShares U.S. Consumer Goods ETF) and FAI (First Trust Bloomberg Artificial Intelligence ETF) are both exchange-traded funds - IYK is a Consumer Staples Equities fund tracking the Dow Jones U.S. Consumer Goods Index, while FAI is a Technology Equities fund tracking the Bloomberg Artificial Intelligence Index. Both are passively managed. Over the past year, IYK returned 1.90% vs 72.81% for FAI. At a correlation of -0.25, they often move in opposite directions. IYK charges 0.42%/yr vs 0.65%/yr for FAI.
Performance
IYK vs. FAI - Performance Comparison
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Returns By Period
In the year-to-date period, IYK achieves a 5.46% return, which is significantly lower than FAI's 36.77% return.
IYK
- 1D
- -0.20%
- 1M
- -1.64%
- YTD
- 5.46%
- 6M
- 5.91%
- 1Y
- 1.90%
- 3Y*
- 4.78%
- 5Y*
- 5.51%
- 10Y*
- 8.83%
FAI
- 1D
- -1.66%
- 1M
- 17.27%
- YTD
- 36.77%
- 6M
- 35.51%
- 1Y
- 72.81%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
IYK vs. FAI - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
IYK iShares U.S. Consumer Goods ETF | 5.46% | 4.78% | -4.76% |
FAI First Trust Bloomberg Artificial Intelligence ETF | 36.77% | 33.37% | 2.06% |
Correlation
The correlation between IYK and FAI is -0.28, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.28 |
Correlation (All Time) Calculated using the full available price history since Nov 22, 2024 | -0.25 |
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Return for Risk
IYK vs. FAI — Risk / Return Rank
IYK
FAI
IYK vs. FAI - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares U.S. Consumer Goods ETF (IYK) and First Trust Bloomberg Artificial Intelligence ETF (FAI). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
| IYK | FAI | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.83 | ||
| Sortino ratioReturn per unit of downside risk | -3.28 | ||
| Omega ratioGain probability vs. loss probability | 1.04 | 1.47 | -0.43 |
| Calmar ratioReturn relative to maximum drawdown | 0.18 | 3.88 | -3.71 |
| Martin ratioReturn relative to average drawdown | 0.38 | 12.65 | -12.28 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| IYK | FAI | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.16 | 2.99 | -2.83 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.43 | — | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.57 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.56 | 1.70 | -1.14 |
Drawdowns
IYK vs. FAI - Drawdown Comparison
The maximum IYK drawdown since its inception was -42.64%, which is greater than FAI's maximum drawdown of -27.82%. Use the drawdown chart below to compare losses from any high point for IYK and FAI.
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Drawdown Indicators
| IYK | FAI | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -42.64% | -27.82% | -14.82% |
Max Drawdown (1Y)Largest decline over 1 year | -10.68% | -18.84% | +8.16% |
Max Drawdown (3Y)Largest decline over 3 years | -12.14% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -15.05% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -33.19% | — | — |
Current DrawdownCurrent decline from peak | -9.10% | -2.85% | -6.25% |
Average DrawdownAverage peak-to-trough decline | -5.07% | -5.30% | +0.23% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.05% | 5.77% | -0.72% |
Volatility
IYK vs. FAI - Volatility Comparison
The current volatility for iShares U.S. Consumer Goods ETF (IYK) is 3.51%, while First Trust Bloomberg Artificial Intelligence ETF (FAI) has a volatility of 8.57%. This indicates that IYK experiences smaller price fluctuations and is considered to be less risky than FAI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| IYK | FAI | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.51% | 8.57% | -5.06% |
Volatility (6M)Calculated over the trailing 6-month period | 9.29% | 19.40% | -10.11% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.15% | 24.47% | -12.32% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 12.98% | 29.89% | -16.91% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.50% | 29.89% | -14.39% |
IYK vs. FAI - Expense Ratio Comparison
IYK has a 0.42% expense ratio, which is lower than FAI's 0.65% expense ratio.
Dividends
IYK vs. FAI - Dividend Comparison
IYK's dividend yield for the trailing twelve months is around 2.69%, while FAI has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FAI First Trust Bloomberg Artificial Intelligence ETF | 0.00% | 0.00% | 0.04% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
IYK iShares U.S. Consumer Goods ETF | 2.69% | 2.75% | 2.63% | 2.74% | 2.16% | 1.49% | 1.42% | 2.21% | 2.81% | 1.74% | 2.63% | 2.11% |
Frequently Asked Questions
IYK and FAI have a correlation of -0.28, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
FAI has higher volatility (8.57%) compared to IYK (3.51%). In terms of maximum drawdown, IYK dropped -42.64% vs FAI's -27.82%.
On 1-year performance, FAI leads with 72.81% vs 1.90% for IYK. On fees, IYK is cheaper at 0.42% per year. On volatility, IYK has been the lower-risk option at 3.51%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 1-year period, FAI has performed better with a 72.81% return vs 1.90%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
IYK is cheaper with a 0.42% expense ratio, compared with 0.65% for FAI.
IYK has the higher dividend yield at 2.69%, compared with 0.00% for FAI.
IYK is categorized as Consumer Staples Equities, while FAI is Technology Equities. IYK tracks Dow Jones U.S. Consumer Goods Index, while FAI tracks Bloomberg Artificial Intelligence Index. They also come from different issuers: iShares and First Trust. Their fees differ too: 0.42% for IYK and 0.65% for FAI.
FAI currently has the higher Sharpe Ratio (2.99 vs 0.16), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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